{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "data = pd.read_csv(\"factor_returns.csv\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>index</th>\n",
       "      <th>pe_ratio</th>\n",
       "      <th>pb_ratio</th>\n",
       "      <th>market_cap</th>\n",
       "      <th>return_on_asset_net_profit</th>\n",
       "      <th>du_return_on_equity</th>\n",
       "      <th>ev</th>\n",
       "      <th>earnings_per_share</th>\n",
       "      <th>revenue</th>\n",
       "      <th>total_expense</th>\n",
       "      <th>date</th>\n",
       "      <th>return</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>000001.XSHE</td>\n",
       "      <td>5.9572</td>\n",
       "      <td>1.1818</td>\n",
       "      <td>8.525255e+10</td>\n",
       "      <td>0.8008</td>\n",
       "      <td>14.9403</td>\n",
       "      <td>1.211445e+12</td>\n",
       "      <td>2.0100</td>\n",
       "      <td>2.070140e+10</td>\n",
       "      <td>1.088254e+10</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.027657</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>000002.XSHE</td>\n",
       "      <td>7.0289</td>\n",
       "      <td>1.5880</td>\n",
       "      <td>8.411336e+10</td>\n",
       "      <td>1.6463</td>\n",
       "      <td>7.8656</td>\n",
       "      <td>3.002521e+11</td>\n",
       "      <td>0.3260</td>\n",
       "      <td>2.930837e+10</td>\n",
       "      <td>2.378348e+10</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.082352</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>000008.XSHE</td>\n",
       "      <td>-262.7461</td>\n",
       "      <td>7.0003</td>\n",
       "      <td>5.170455e+08</td>\n",
       "      <td>-0.5678</td>\n",
       "      <td>-0.5943</td>\n",
       "      <td>7.705178e+08</td>\n",
       "      <td>-0.0060</td>\n",
       "      <td>1.167983e+07</td>\n",
       "      <td>1.203008e+07</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.099789</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>000060.XSHE</td>\n",
       "      <td>16.4760</td>\n",
       "      <td>3.7146</td>\n",
       "      <td>1.968046e+10</td>\n",
       "      <td>5.6036</td>\n",
       "      <td>14.6170</td>\n",
       "      <td>2.800916e+10</td>\n",
       "      <td>0.3500</td>\n",
       "      <td>9.189387e+09</td>\n",
       "      <td>7.935543e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.121595</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>000069.XSHE</td>\n",
       "      <td>12.5878</td>\n",
       "      <td>2.5616</td>\n",
       "      <td>4.172721e+10</td>\n",
       "      <td>2.8729</td>\n",
       "      <td>10.9097</td>\n",
       "      <td>8.124738e+10</td>\n",
       "      <td>0.2710</td>\n",
       "      <td>8.951453e+09</td>\n",
       "      <td>7.091398e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>-0.002681</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>000100.XSHE</td>\n",
       "      <td>10.7960</td>\n",
       "      <td>1.5220</td>\n",
       "      <td>1.720672e+10</td>\n",
       "      <td>2.2450</td>\n",
       "      <td>7.7394</td>\n",
       "      <td>6.603403e+10</td>\n",
       "      <td>0.0974</td>\n",
       "      <td>4.388376e+10</td>\n",
       "      <td>4.309226e+10</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.137956</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>000402.XSHE</td>\n",
       "      <td>8.1032</td>\n",
       "      <td>1.0078</td>\n",
       "      <td>1.825329e+10</td>\n",
       "      <td>3.2233</td>\n",
       "      <td>10.3965</td>\n",
       "      <td>5.651179e+10</td>\n",
       "      <td>0.6000</td>\n",
       "      <td>7.303544e+09</td>\n",
       "      <td>5.440678e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.084579</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>000413.XSHE</td>\n",
       "      <td>192.5234</td>\n",
       "      <td>18.3692</td>\n",
       "      <td>4.270450e+09</td>\n",
       "      <td>-0.6423</td>\n",
       "      <td>-1.0375</td>\n",
       "      <td>4.363236e+09</td>\n",
       "      <td>-0.0059</td>\n",
       "      <td>6.263080e+07</td>\n",
       "      <td>6.478477e+07</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.119268</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>000415.XSHE</td>\n",
       "      <td>18.0444</td>\n",
       "      <td>1.2301</td>\n",
       "      <td>8.699265e+09</td>\n",
       "      <td>1.8112</td>\n",
       "      <td>3.7845</td>\n",
       "      <td>2.184636e+10</td>\n",
       "      <td>0.3197</td>\n",
       "      <td>1.466188e+09</td>\n",
       "      <td>1.036862e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.188559</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>000423.XSHE</td>\n",
       "      <td>23.3689</td>\n",
       "      <td>7.7135</td>\n",
       "      <td>2.640939e+10</td>\n",
       "      <td>16.1098</td>\n",
       "      <td>20.7633</td>\n",
       "      <td>2.789761e+10</td>\n",
       "      <td>0.9372</td>\n",
       "      <td>1.862916e+09</td>\n",
       "      <td>1.157644e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.087668</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>000425.XSHE</td>\n",
       "      <td>8.6344</td>\n",
       "      <td>2.1796</td>\n",
       "      <td>3.300413e+10</td>\n",
       "      <td>9.9592</td>\n",
       "      <td>21.1151</td>\n",
       "      <td>5.384610e+10</td>\n",
       "      <td>1.3700</td>\n",
       "      <td>2.523304e+10</td>\n",
       "      <td>2.195510e+10</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.002494</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>000503.XSHE</td>\n",
       "      <td>226.9945</td>\n",
       "      <td>4.3887</td>\n",
       "      <td>5.410910e+09</td>\n",
       "      <td>0.1796</td>\n",
       "      <td>0.3275</td>\n",
       "      <td>6.249918e+09</td>\n",
       "      <td>0.0045</td>\n",
       "      <td>9.969418e+07</td>\n",
       "      <td>1.353823e+08</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.167774</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>000538.XSHE</td>\n",
       "      <td>22.6896</td>\n",
       "      <td>6.1087</td>\n",
       "      <td>3.393575e+10</td>\n",
       "      <td>10.2038</td>\n",
       "      <td>17.8649</td>\n",
       "      <td>4.307166e+10</td>\n",
       "      <td>1.2400</td>\n",
       "      <td>7.741652e+09</td>\n",
       "      <td>6.769161e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.065468</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>000540.XSHE</td>\n",
       "      <td>17.6816</td>\n",
       "      <td>4.0655</td>\n",
       "      <td>8.759864e+09</td>\n",
       "      <td>2.3934</td>\n",
       "      <td>17.6640</td>\n",
       "      <td>2.246767e+10</td>\n",
       "      <td>0.2538</td>\n",
       "      <td>2.004355e+09</td>\n",
       "      <td>1.749637e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.197044</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>000559.XSHE</td>\n",
       "      <td>18.3311</td>\n",
       "      <td>2.3941</td>\n",
       "      <td>9.256861e+09</td>\n",
       "      <td>4.7469</td>\n",
       "      <td>9.2005</td>\n",
       "      <td>1.462845e+10</td>\n",
       "      <td>0.2170</td>\n",
       "      <td>6.200943e+09</td>\n",
       "      <td>5.822510e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.139423</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>000568.XSHE</td>\n",
       "      <td>14.3531</td>\n",
       "      <td>7.2173</td>\n",
       "      <td>5.174023e+10</td>\n",
       "      <td>24.1712</td>\n",
       "      <td>34.1465</td>\n",
       "      <td>5.657357e+10</td>\n",
       "      <td>1.4400</td>\n",
       "      <td>5.628272e+09</td>\n",
       "      <td>2.856714e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.096471</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>000623.XSHE</td>\n",
       "      <td>5.6704</td>\n",
       "      <td>1.7148</td>\n",
       "      <td>1.546002e+10</td>\n",
       "      <td>20.7774</td>\n",
       "      <td>23.1428</td>\n",
       "      <td>1.880408e+10</td>\n",
       "      <td>2.7168</td>\n",
       "      <td>8.094817e+08</td>\n",
       "      <td>6.909116e+08</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.112147</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>000625.XSHE</td>\n",
       "      <td>-203.3888</td>\n",
       "      <td>1.3678</td>\n",
       "      <td>2.015979e+10</td>\n",
       "      <td>2.7517</td>\n",
       "      <td>7.0257</td>\n",
       "      <td>3.721716e+10</td>\n",
       "      <td>0.1900</td>\n",
       "      <td>1.960655e+10</td>\n",
       "      <td>2.000223e+10</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.136707</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>000627.XSHE</td>\n",
       "      <td>-16.8256</td>\n",
       "      <td>2.8326</td>\n",
       "      <td>3.898339e+09</td>\n",
       "      <td>-2.7280</td>\n",
       "      <td>-3.1988</td>\n",
       "      <td>5.262950e+09</td>\n",
       "      <td>-0.0360</td>\n",
       "      <td>7.971350e+08</td>\n",
       "      <td>8.324849e+08</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.156248</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>000630.XSHE</td>\n",
       "      <td>14.5249</td>\n",
       "      <td>2.8490</td>\n",
       "      <td>2.844635e+10</td>\n",
       "      <td>3.2688</td>\n",
       "      <td>12.3670</td>\n",
       "      <td>4.926185e+10</td>\n",
       "      <td>0.7400</td>\n",
       "      <td>5.203284e+10</td>\n",
       "      <td>5.089869e+10</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.092445</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>000651.XSHE</td>\n",
       "      <td>8.8321</td>\n",
       "      <td>3.1092</td>\n",
       "      <td>5.474315e+10</td>\n",
       "      <td>4.9914</td>\n",
       "      <td>25.6552</td>\n",
       "      <td>1.250695e+11</td>\n",
       "      <td>1.3388</td>\n",
       "      <td>6.407461e+10</td>\n",
       "      <td>6.115836e+10</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.094500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>000671.XSHE</td>\n",
       "      <td>54.5916</td>\n",
       "      <td>1.7354</td>\n",
       "      <td>3.484036e+09</td>\n",
       "      <td>0.8814</td>\n",
       "      <td>5.9695</td>\n",
       "      <td>1.176176e+10</td>\n",
       "      <td>0.1900</td>\n",
       "      <td>1.828170e+09</td>\n",
       "      <td>1.706704e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.173890</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>000686.XSHE</td>\n",
       "      <td>-10.5648</td>\n",
       "      <td>2.8650</td>\n",
       "      <td>8.771367e+09</td>\n",
       "      <td>-0.1107</td>\n",
       "      <td>-0.5469</td>\n",
       "      <td>2.076518e+10</td>\n",
       "      <td>-0.0300</td>\n",
       "      <td>6.775925e+08</td>\n",
       "      <td>7.178339e+08</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.121705</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>000709.XSHE</td>\n",
       "      <td>30.7015</td>\n",
       "      <td>0.7431</td>\n",
       "      <td>3.174962e+10</td>\n",
       "      <td>0.8678</td>\n",
       "      <td>2.8371</td>\n",
       "      <td>9.980410e+10</td>\n",
       "      <td>0.1500</td>\n",
       "      <td>1.077702e+11</td>\n",
       "      <td>1.064462e+11</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.080236</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24</th>\n",
       "      <td>000723.XSHE</td>\n",
       "      <td>83.1601</td>\n",
       "      <td>5.1914</td>\n",
       "      <td>2.447174e+09</td>\n",
       "      <td>3.7628</td>\n",
       "      <td>6.7973</td>\n",
       "      <td>2.643903e+09</td>\n",
       "      <td>0.2300</td>\n",
       "      <td>1.211364e+09</td>\n",
       "      <td>1.164179e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.042779</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25</th>\n",
       "      <td>000725.XSHE</td>\n",
       "      <td>7.8303</td>\n",
       "      <td>0.9565</td>\n",
       "      <td>2.447399e+10</td>\n",
       "      <td>-3.8791</td>\n",
       "      <td>-8.9859</td>\n",
       "      <td>5.997285e+10</td>\n",
       "      <td>-0.1600</td>\n",
       "      <td>8.514637e+09</td>\n",
       "      <td>1.092820e+10</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.077316</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26</th>\n",
       "      <td>000728.XSHE</td>\n",
       "      <td>89.0694</td>\n",
       "      <td>1.2107</td>\n",
       "      <td>1.785367e+10</td>\n",
       "      <td>1.9189</td>\n",
       "      <td>3.0930</td>\n",
       "      <td>2.758447e+10</td>\n",
       "      <td>0.2311</td>\n",
       "      <td>1.315053e+09</td>\n",
       "      <td>7.590626e+08</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.077006</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>27</th>\n",
       "      <td>000738.XSHE</td>\n",
       "      <td>48.6018</td>\n",
       "      <td>3.7755</td>\n",
       "      <td>9.352958e+09</td>\n",
       "      <td>3.2868</td>\n",
       "      <td>5.6005</td>\n",
       "      <td>1.209052e+10</td>\n",
       "      <td>0.1412</td>\n",
       "      <td>1.350950e+09</td>\n",
       "      <td>1.208451e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.154238</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28</th>\n",
       "      <td>000750.XSHE</td>\n",
       "      <td>-25.6794</td>\n",
       "      <td>3.0579</td>\n",
       "      <td>7.848748e+09</td>\n",
       "      <td>1.0709</td>\n",
       "      <td>1.2462</td>\n",
       "      <td>2.029325e+10</td>\n",
       "      <td>0.0500</td>\n",
       "      <td>8.460434e+08</td>\n",
       "      <td>7.702186e+08</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.198201</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>000768.XSHE</td>\n",
       "      <td>-147.1629</td>\n",
       "      <td>2.0306</td>\n",
       "      <td>1.910244e+10</td>\n",
       "      <td>0.1931</td>\n",
       "      <td>0.3771</td>\n",
       "      <td>3.216635e+10</td>\n",
       "      <td>0.0142</td>\n",
       "      <td>5.081889e+09</td>\n",
       "      <td>5.059580e+09</td>\n",
       "      <td>2012-01-31</td>\n",
       "      <td>0.146559</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2288</th>\n",
       "      <td>600893.XSHG</td>\n",
       "      <td>40.8656</td>\n",
       "      <td>2.6827</td>\n",
       "      <td>1.103738e+10</td>\n",
       "      <td>2.1550</td>\n",
       "      <td>4.7236</td>\n",
       "      <td>1.709767e+10</td>\n",
       "      <td>0.1800</td>\n",
       "      <td>4.807351e+09</td>\n",
       "      <td>4.591748e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.246801</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2289</th>\n",
       "      <td>600895.XSHG</td>\n",
       "      <td>16.3415</td>\n",
       "      <td>1.5508</td>\n",
       "      <td>9.477980e+09</td>\n",
       "      <td>0.9668</td>\n",
       "      <td>2.4190</td>\n",
       "      <td>2.099918e+10</td>\n",
       "      <td>0.1000</td>\n",
       "      <td>9.909288e+08</td>\n",
       "      <td>1.012814e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.147055</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2290</th>\n",
       "      <td>600900.XSHG</td>\n",
       "      <td>10.4802</td>\n",
       "      <td>1.4497</td>\n",
       "      <td>1.049400e+11</td>\n",
       "      <td>5.4443</td>\n",
       "      <td>12.2884</td>\n",
       "      <td>1.902480e+11</td>\n",
       "      <td>0.5237</td>\n",
       "      <td>2.003511e+10</td>\n",
       "      <td>1.091727e+10</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.080191</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2291</th>\n",
       "      <td>600999.XSHG</td>\n",
       "      <td>28.2384</td>\n",
       "      <td>1.5721</td>\n",
       "      <td>3.864052e+10</td>\n",
       "      <td>1.6908</td>\n",
       "      <td>4.8682</td>\n",
       "      <td>9.582884e+10</td>\n",
       "      <td>0.2611</td>\n",
       "      <td>3.586083e+09</td>\n",
       "      <td>2.121595e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.272618</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2292</th>\n",
       "      <td>601006.XSHG</td>\n",
       "      <td>8.3254</td>\n",
       "      <td>1.4238</td>\n",
       "      <td>9.366079e+10</td>\n",
       "      <td>9.2317</td>\n",
       "      <td>13.6114</td>\n",
       "      <td>1.184101e+11</td>\n",
       "      <td>0.5900</td>\n",
       "      <td>3.347880e+10</td>\n",
       "      <td>2.365943e+10</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.073009</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2293</th>\n",
       "      <td>601009.XSHG</td>\n",
       "      <td>5.8835</td>\n",
       "      <td>0.9565</td>\n",
       "      <td>2.256389e+10</td>\n",
       "      <td>0.9741</td>\n",
       "      <td>13.0935</td>\n",
       "      <td>3.298547e+11</td>\n",
       "      <td>1.0000</td>\n",
       "      <td>6.807475e+09</td>\n",
       "      <td>3.173200e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.210510</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2294</th>\n",
       "      <td>601012.XSHG</td>\n",
       "      <td>51.8412</td>\n",
       "      <td>1.0986</td>\n",
       "      <td>3.241914e+09</td>\n",
       "      <td>0.3984</td>\n",
       "      <td>0.6477</td>\n",
       "      <td>5.554566e+09</td>\n",
       "      <td>0.0300</td>\n",
       "      <td>1.211764e+09</td>\n",
       "      <td>1.232360e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.129568</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2295</th>\n",
       "      <td>601018.XSHG</td>\n",
       "      <td>11.1287</td>\n",
       "      <td>1.1820</td>\n",
       "      <td>3.136000e+10</td>\n",
       "      <td>6.5060</td>\n",
       "      <td>8.6546</td>\n",
       "      <td>4.024084e+10</td>\n",
       "      <td>0.1700</td>\n",
       "      <td>5.833988e+09</td>\n",
       "      <td>3.951208e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.048972</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2296</th>\n",
       "      <td>601099.XSHG</td>\n",
       "      <td>185.9003</td>\n",
       "      <td>3.8403</td>\n",
       "      <td>7.954031e+09</td>\n",
       "      <td>0.1718</td>\n",
       "      <td>0.3902</td>\n",
       "      <td>1.199231e+10</td>\n",
       "      <td>0.0050</td>\n",
       "      <td>3.497481e+08</td>\n",
       "      <td>3.150987e+08</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.137212</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2297</th>\n",
       "      <td>601117.XSHG</td>\n",
       "      <td>11.2160</td>\n",
       "      <td>2.0451</td>\n",
       "      <td>3.492564e+10</td>\n",
       "      <td>4.3066</td>\n",
       "      <td>13.0096</td>\n",
       "      <td>7.009119e+10</td>\n",
       "      <td>0.4300</td>\n",
       "      <td>3.910035e+10</td>\n",
       "      <td>3.654896e+10</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.163839</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2298</th>\n",
       "      <td>601118.XSHG</td>\n",
       "      <td>68.1832</td>\n",
       "      <td>2.0664</td>\n",
       "      <td>1.859444e+10</td>\n",
       "      <td>2.0794</td>\n",
       "      <td>2.4527</td>\n",
       "      <td>2.523459e+10</td>\n",
       "      <td>0.0600</td>\n",
       "      <td>7.246929e+09</td>\n",
       "      <td>7.032199e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.200827</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2299</th>\n",
       "      <td>601166.XSHG</td>\n",
       "      <td>4.1307</td>\n",
       "      <td>0.9983</td>\n",
       "      <td>1.365560e+11</td>\n",
       "      <td>0.9858</td>\n",
       "      <td>20.8150</td>\n",
       "      <td>2.940780e+12</td>\n",
       "      <td>1.6300</td>\n",
       "      <td>6.352200e+10</td>\n",
       "      <td>2.854800e+10</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.318326</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2300</th>\n",
       "      <td>601169.XSHG</td>\n",
       "      <td>5.6856</td>\n",
       "      <td>0.9048</td>\n",
       "      <td>6.336115e+10</td>\n",
       "      <td>0.9619</td>\n",
       "      <td>16.5592</td>\n",
       "      <td>1.107488e+12</td>\n",
       "      <td>1.1900</td>\n",
       "      <td>2.036172e+10</td>\n",
       "      <td>7.688770e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.291664</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2301</th>\n",
       "      <td>601216.XSHG</td>\n",
       "      <td>15.6061</td>\n",
       "      <td>1.2347</td>\n",
       "      <td>6.502400e+09</td>\n",
       "      <td>4.2274</td>\n",
       "      <td>6.1919</td>\n",
       "      <td>1.057695e+10</td>\n",
       "      <td>0.2485</td>\n",
       "      <td>2.699640e+09</td>\n",
       "      <td>2.309055e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.224379</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2302</th>\n",
       "      <td>601377.XSHG</td>\n",
       "      <td>45.4442</td>\n",
       "      <td>2.4167</td>\n",
       "      <td>2.015200e+10</td>\n",
       "      <td>2.3701</td>\n",
       "      <td>4.9005</td>\n",
       "      <td>3.307286e+10</td>\n",
       "      <td>0.1900</td>\n",
       "      <td>1.926169e+09</td>\n",
       "      <td>1.303996e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.340613</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2303</th>\n",
       "      <td>601555.XSHG</td>\n",
       "      <td>56.2462</td>\n",
       "      <td>1.7449</td>\n",
       "      <td>1.292000e+10</td>\n",
       "      <td>1.5410</td>\n",
       "      <td>3.0744</td>\n",
       "      <td>2.384706e+10</td>\n",
       "      <td>0.1100</td>\n",
       "      <td>9.885376e+08</td>\n",
       "      <td>7.196078e+08</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.247664</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2304</th>\n",
       "      <td>601608.XSHG</td>\n",
       "      <td>10.4850</td>\n",
       "      <td>1.2829</td>\n",
       "      <td>9.124200e+09</td>\n",
       "      <td>3.4474</td>\n",
       "      <td>9.6124</td>\n",
       "      <td>1.977319e+10</td>\n",
       "      <td>0.2200</td>\n",
       "      <td>4.877658e+09</td>\n",
       "      <td>4.366540e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.174182</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2305</th>\n",
       "      <td>601668.XSHG</td>\n",
       "      <td>6.3967</td>\n",
       "      <td>0.9710</td>\n",
       "      <td>9.360000e+10</td>\n",
       "      <td>2.6959</td>\n",
       "      <td>11.4862</td>\n",
       "      <td>5.459076e+11</td>\n",
       "      <td>0.3600</td>\n",
       "      <td>3.939264e+11</td>\n",
       "      <td>3.759061e+11</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.249991</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2306</th>\n",
       "      <td>601669.XSHG</td>\n",
       "      <td>7.7767</td>\n",
       "      <td>1.0222</td>\n",
       "      <td>3.052800e+10</td>\n",
       "      <td>1.7877</td>\n",
       "      <td>10.0869</td>\n",
       "      <td>1.738639e+11</td>\n",
       "      <td>0.3001</td>\n",
       "      <td>8.830155e+10</td>\n",
       "      <td>8.470008e+10</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.201239</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2307</th>\n",
       "      <td>601688.XSHG</td>\n",
       "      <td>23.6462</td>\n",
       "      <td>1.4041</td>\n",
       "      <td>4.250400e+10</td>\n",
       "      <td>1.7129</td>\n",
       "      <td>4.0172</td>\n",
       "      <td>9.416246e+10</td>\n",
       "      <td>0.2400</td>\n",
       "      <td>4.512502e+09</td>\n",
       "      <td>2.796546e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.291177</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2308</th>\n",
       "      <td>601718.XSHG</td>\n",
       "      <td>15.4099</td>\n",
       "      <td>1.0875</td>\n",
       "      <td>1.068389e+10</td>\n",
       "      <td>3.8366</td>\n",
       "      <td>6.3517</td>\n",
       "      <td>1.763364e+10</td>\n",
       "      <td>0.1577</td>\n",
       "      <td>2.164358e+10</td>\n",
       "      <td>2.095985e+10</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.086619</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2309</th>\n",
       "      <td>601788.XSHG</td>\n",
       "      <td>30.8968</td>\n",
       "      <td>1.6511</td>\n",
       "      <td>3.486360e+10</td>\n",
       "      <td>2.0802</td>\n",
       "      <td>4.4486</td>\n",
       "      <td>7.087203e+10</td>\n",
       "      <td>0.2800</td>\n",
       "      <td>2.841977e+09</td>\n",
       "      <td>1.682115e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.382359</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2310</th>\n",
       "      <td>601818.XSHG</td>\n",
       "      <td>4.5419</td>\n",
       "      <td>0.9527</td>\n",
       "      <td>1.043218e+11</td>\n",
       "      <td>0.9647</td>\n",
       "      <td>18.4875</td>\n",
       "      <td>2.206194e+12</td>\n",
       "      <td>0.4700</td>\n",
       "      <td>4.437800e+10</td>\n",
       "      <td>1.909800e+10</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.182187</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2311</th>\n",
       "      <td>601872.XSHG</td>\n",
       "      <td>363.8465</td>\n",
       "      <td>0.8932</td>\n",
       "      <td>1.099975e+10</td>\n",
       "      <td>0.3653</td>\n",
       "      <td>0.6250</td>\n",
       "      <td>1.855021e+10</td>\n",
       "      <td>0.0169</td>\n",
       "      <td>2.217780e+09</td>\n",
       "      <td>2.194909e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.098703</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2312</th>\n",
       "      <td>601877.XSHG</td>\n",
       "      <td>14.2327</td>\n",
       "      <td>3.7462</td>\n",
       "      <td>1.611015e+10</td>\n",
       "      <td>10.7319</td>\n",
       "      <td>19.8905</td>\n",
       "      <td>1.930740e+10</td>\n",
       "      <td>0.9100</td>\n",
       "      <td>7.766650e+09</td>\n",
       "      <td>6.564619e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.145974</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2313</th>\n",
       "      <td>601888.XSHG</td>\n",
       "      <td>25.0848</td>\n",
       "      <td>4.2323</td>\n",
       "      <td>2.274800e+10</td>\n",
       "      <td>10.7833</td>\n",
       "      <td>15.4895</td>\n",
       "      <td>2.784450e+10</td>\n",
       "      <td>0.8849</td>\n",
       "      <td>1.148170e+10</td>\n",
       "      <td>1.041419e+10</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.060727</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2314</th>\n",
       "      <td>601901.XSHG</td>\n",
       "      <td>59.4849</td>\n",
       "      <td>1.6392</td>\n",
       "      <td>2.281400e+10</td>\n",
       "      <td>1.2960</td>\n",
       "      <td>2.4512</td>\n",
       "      <td>3.810122e+10</td>\n",
       "      <td>0.0900</td>\n",
       "      <td>1.731713e+09</td>\n",
       "      <td>1.089783e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.179148</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2315</th>\n",
       "      <td>601933.XSHG</td>\n",
       "      <td>39.5523</td>\n",
       "      <td>4.0052</td>\n",
       "      <td>1.702434e+10</td>\n",
       "      <td>3.3440</td>\n",
       "      <td>8.0679</td>\n",
       "      <td>2.420817e+10</td>\n",
       "      <td>0.2200</td>\n",
       "      <td>1.789082e+10</td>\n",
       "      <td>1.749295e+10</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.137134</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2316</th>\n",
       "      <td>601958.XSHG</td>\n",
       "      <td>52.5408</td>\n",
       "      <td>2.4646</td>\n",
       "      <td>3.287910e+10</td>\n",
       "      <td>2.7444</td>\n",
       "      <td>2.9202</td>\n",
       "      <td>3.883803e+10</td>\n",
       "      <td>0.1210</td>\n",
       "      <td>6.465392e+09</td>\n",
       "      <td>6.009007e+09</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.149167</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2317</th>\n",
       "      <td>601989.XSHG</td>\n",
       "      <td>14.2203</td>\n",
       "      <td>1.4103</td>\n",
       "      <td>5.911086e+10</td>\n",
       "      <td>2.0383</td>\n",
       "      <td>8.6179</td>\n",
       "      <td>2.020661e+11</td>\n",
       "      <td>0.2470</td>\n",
       "      <td>4.509872e+10</td>\n",
       "      <td>4.132842e+10</td>\n",
       "      <td>2012-11-30</td>\n",
       "      <td>0.183629</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>2318 rows × 12 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "            index  pe_ratio  pb_ratio    market_cap  \\\n",
       "0     000001.XSHE    5.9572    1.1818  8.525255e+10   \n",
       "1     000002.XSHE    7.0289    1.5880  8.411336e+10   \n",
       "2     000008.XSHE -262.7461    7.0003  5.170455e+08   \n",
       "3     000060.XSHE   16.4760    3.7146  1.968046e+10   \n",
       "4     000069.XSHE   12.5878    2.5616  4.172721e+10   \n",
       "5     000100.XSHE   10.7960    1.5220  1.720672e+10   \n",
       "6     000402.XSHE    8.1032    1.0078  1.825329e+10   \n",
       "7     000413.XSHE  192.5234   18.3692  4.270450e+09   \n",
       "8     000415.XSHE   18.0444    1.2301  8.699265e+09   \n",
       "9     000423.XSHE   23.3689    7.7135  2.640939e+10   \n",
       "10    000425.XSHE    8.6344    2.1796  3.300413e+10   \n",
       "11    000503.XSHE  226.9945    4.3887  5.410910e+09   \n",
       "12    000538.XSHE   22.6896    6.1087  3.393575e+10   \n",
       "13    000540.XSHE   17.6816    4.0655  8.759864e+09   \n",
       "14    000559.XSHE   18.3311    2.3941  9.256861e+09   \n",
       "15    000568.XSHE   14.3531    7.2173  5.174023e+10   \n",
       "16    000623.XSHE    5.6704    1.7148  1.546002e+10   \n",
       "17    000625.XSHE -203.3888    1.3678  2.015979e+10   \n",
       "18    000627.XSHE  -16.8256    2.8326  3.898339e+09   \n",
       "19    000630.XSHE   14.5249    2.8490  2.844635e+10   \n",
       "20    000651.XSHE    8.8321    3.1092  5.474315e+10   \n",
       "21    000671.XSHE   54.5916    1.7354  3.484036e+09   \n",
       "22    000686.XSHE  -10.5648    2.8650  8.771367e+09   \n",
       "23    000709.XSHE   30.7015    0.7431  3.174962e+10   \n",
       "24    000723.XSHE   83.1601    5.1914  2.447174e+09   \n",
       "25    000725.XSHE    7.8303    0.9565  2.447399e+10   \n",
       "26    000728.XSHE   89.0694    1.2107  1.785367e+10   \n",
       "27    000738.XSHE   48.6018    3.7755  9.352958e+09   \n",
       "28    000750.XSHE  -25.6794    3.0579  7.848748e+09   \n",
       "29    000768.XSHE -147.1629    2.0306  1.910244e+10   \n",
       "...           ...       ...       ...           ...   \n",
       "2288  600893.XSHG   40.8656    2.6827  1.103738e+10   \n",
       "2289  600895.XSHG   16.3415    1.5508  9.477980e+09   \n",
       "2290  600900.XSHG   10.4802    1.4497  1.049400e+11   \n",
       "2291  600999.XSHG   28.2384    1.5721  3.864052e+10   \n",
       "2292  601006.XSHG    8.3254    1.4238  9.366079e+10   \n",
       "2293  601009.XSHG    5.8835    0.9565  2.256389e+10   \n",
       "2294  601012.XSHG   51.8412    1.0986  3.241914e+09   \n",
       "2295  601018.XSHG   11.1287    1.1820  3.136000e+10   \n",
       "2296  601099.XSHG  185.9003    3.8403  7.954031e+09   \n",
       "2297  601117.XSHG   11.2160    2.0451  3.492564e+10   \n",
       "2298  601118.XSHG   68.1832    2.0664  1.859444e+10   \n",
       "2299  601166.XSHG    4.1307    0.9983  1.365560e+11   \n",
       "2300  601169.XSHG    5.6856    0.9048  6.336115e+10   \n",
       "2301  601216.XSHG   15.6061    1.2347  6.502400e+09   \n",
       "2302  601377.XSHG   45.4442    2.4167  2.015200e+10   \n",
       "2303  601555.XSHG   56.2462    1.7449  1.292000e+10   \n",
       "2304  601608.XSHG   10.4850    1.2829  9.124200e+09   \n",
       "2305  601668.XSHG    6.3967    0.9710  9.360000e+10   \n",
       "2306  601669.XSHG    7.7767    1.0222  3.052800e+10   \n",
       "2307  601688.XSHG   23.6462    1.4041  4.250400e+10   \n",
       "2308  601718.XSHG   15.4099    1.0875  1.068389e+10   \n",
       "2309  601788.XSHG   30.8968    1.6511  3.486360e+10   \n",
       "2310  601818.XSHG    4.5419    0.9527  1.043218e+11   \n",
       "2311  601872.XSHG  363.8465    0.8932  1.099975e+10   \n",
       "2312  601877.XSHG   14.2327    3.7462  1.611015e+10   \n",
       "2313  601888.XSHG   25.0848    4.2323  2.274800e+10   \n",
       "2314  601901.XSHG   59.4849    1.6392  2.281400e+10   \n",
       "2315  601933.XSHG   39.5523    4.0052  1.702434e+10   \n",
       "2316  601958.XSHG   52.5408    2.4646  3.287910e+10   \n",
       "2317  601989.XSHG   14.2203    1.4103  5.911086e+10   \n",
       "\n",
       "      return_on_asset_net_profit  du_return_on_equity            ev  \\\n",
       "0                         0.8008              14.9403  1.211445e+12   \n",
       "1                         1.6463               7.8656  3.002521e+11   \n",
       "2                        -0.5678              -0.5943  7.705178e+08   \n",
       "3                         5.6036              14.6170  2.800916e+10   \n",
       "4                         2.8729              10.9097  8.124738e+10   \n",
       "5                         2.2450               7.7394  6.603403e+10   \n",
       "6                         3.2233              10.3965  5.651179e+10   \n",
       "7                        -0.6423              -1.0375  4.363236e+09   \n",
       "8                         1.8112               3.7845  2.184636e+10   \n",
       "9                        16.1098              20.7633  2.789761e+10   \n",
       "10                        9.9592              21.1151  5.384610e+10   \n",
       "11                        0.1796               0.3275  6.249918e+09   \n",
       "12                       10.2038              17.8649  4.307166e+10   \n",
       "13                        2.3934              17.6640  2.246767e+10   \n",
       "14                        4.7469               9.2005  1.462845e+10   \n",
       "15                       24.1712              34.1465  5.657357e+10   \n",
       "16                       20.7774              23.1428  1.880408e+10   \n",
       "17                        2.7517               7.0257  3.721716e+10   \n",
       "18                       -2.7280              -3.1988  5.262950e+09   \n",
       "19                        3.2688              12.3670  4.926185e+10   \n",
       "20                        4.9914              25.6552  1.250695e+11   \n",
       "21                        0.8814               5.9695  1.176176e+10   \n",
       "22                       -0.1107              -0.5469  2.076518e+10   \n",
       "23                        0.8678               2.8371  9.980410e+10   \n",
       "24                        3.7628               6.7973  2.643903e+09   \n",
       "25                       -3.8791              -8.9859  5.997285e+10   \n",
       "26                        1.9189               3.0930  2.758447e+10   \n",
       "27                        3.2868               5.6005  1.209052e+10   \n",
       "28                        1.0709               1.2462  2.029325e+10   \n",
       "29                        0.1931               0.3771  3.216635e+10   \n",
       "...                          ...                  ...           ...   \n",
       "2288                      2.1550               4.7236  1.709767e+10   \n",
       "2289                      0.9668               2.4190  2.099918e+10   \n",
       "2290                      5.4443              12.2884  1.902480e+11   \n",
       "2291                      1.6908               4.8682  9.582884e+10   \n",
       "2292                      9.2317              13.6114  1.184101e+11   \n",
       "2293                      0.9741              13.0935  3.298547e+11   \n",
       "2294                      0.3984               0.6477  5.554566e+09   \n",
       "2295                      6.5060               8.6546  4.024084e+10   \n",
       "2296                      0.1718               0.3902  1.199231e+10   \n",
       "2297                      4.3066              13.0096  7.009119e+10   \n",
       "2298                      2.0794               2.4527  2.523459e+10   \n",
       "2299                      0.9858              20.8150  2.940780e+12   \n",
       "2300                      0.9619              16.5592  1.107488e+12   \n",
       "2301                      4.2274               6.1919  1.057695e+10   \n",
       "2302                      2.3701               4.9005  3.307286e+10   \n",
       "2303                      1.5410               3.0744  2.384706e+10   \n",
       "2304                      3.4474               9.6124  1.977319e+10   \n",
       "2305                      2.6959              11.4862  5.459076e+11   \n",
       "2306                      1.7877              10.0869  1.738639e+11   \n",
       "2307                      1.7129               4.0172  9.416246e+10   \n",
       "2308                      3.8366               6.3517  1.763364e+10   \n",
       "2309                      2.0802               4.4486  7.087203e+10   \n",
       "2310                      0.9647              18.4875  2.206194e+12   \n",
       "2311                      0.3653               0.6250  1.855021e+10   \n",
       "2312                     10.7319              19.8905  1.930740e+10   \n",
       "2313                     10.7833              15.4895  2.784450e+10   \n",
       "2314                      1.2960               2.4512  3.810122e+10   \n",
       "2315                      3.3440               8.0679  2.420817e+10   \n",
       "2316                      2.7444               2.9202  3.883803e+10   \n",
       "2317                      2.0383               8.6179  2.020661e+11   \n",
       "\n",
       "      earnings_per_share       revenue  total_expense        date    return  \n",
       "0                 2.0100  2.070140e+10   1.088254e+10  2012-01-31  0.027657  \n",
       "1                 0.3260  2.930837e+10   2.378348e+10  2012-01-31  0.082352  \n",
       "2                -0.0060  1.167983e+07   1.203008e+07  2012-01-31  0.099789  \n",
       "3                 0.3500  9.189387e+09   7.935543e+09  2012-01-31  0.121595  \n",
       "4                 0.2710  8.951453e+09   7.091398e+09  2012-01-31 -0.002681  \n",
       "5                 0.0974  4.388376e+10   4.309226e+10  2012-01-31  0.137956  \n",
       "6                 0.6000  7.303544e+09   5.440678e+09  2012-01-31  0.084579  \n",
       "7                -0.0059  6.263080e+07   6.478477e+07  2012-01-31  0.119268  \n",
       "8                 0.3197  1.466188e+09   1.036862e+09  2012-01-31  0.188559  \n",
       "9                 0.9372  1.862916e+09   1.157644e+09  2012-01-31  0.087668  \n",
       "10                1.3700  2.523304e+10   2.195510e+10  2012-01-31  0.002494  \n",
       "11                0.0045  9.969418e+07   1.353823e+08  2012-01-31  0.167774  \n",
       "12                1.2400  7.741652e+09   6.769161e+09  2012-01-31  0.065468  \n",
       "13                0.2538  2.004355e+09   1.749637e+09  2012-01-31  0.197044  \n",
       "14                0.2170  6.200943e+09   5.822510e+09  2012-01-31  0.139423  \n",
       "15                1.4400  5.628272e+09   2.856714e+09  2012-01-31  0.096471  \n",
       "16                2.7168  8.094817e+08   6.909116e+08  2012-01-31  0.112147  \n",
       "17                0.1900  1.960655e+10   2.000223e+10  2012-01-31  0.136707  \n",
       "18               -0.0360  7.971350e+08   8.324849e+08  2012-01-31  0.156248  \n",
       "19                0.7400  5.203284e+10   5.089869e+10  2012-01-31  0.092445  \n",
       "20                1.3388  6.407461e+10   6.115836e+10  2012-01-31  0.094500  \n",
       "21                0.1900  1.828170e+09   1.706704e+09  2012-01-31  0.173890  \n",
       "22               -0.0300  6.775925e+08   7.178339e+08  2012-01-31  0.121705  \n",
       "23                0.1500  1.077702e+11   1.064462e+11  2012-01-31  0.080236  \n",
       "24                0.2300  1.211364e+09   1.164179e+09  2012-01-31  0.042779  \n",
       "25               -0.1600  8.514637e+09   1.092820e+10  2012-01-31  0.077316  \n",
       "26                0.2311  1.315053e+09   7.590626e+08  2012-01-31  0.077006  \n",
       "27                0.1412  1.350950e+09   1.208451e+09  2012-01-31  0.154238  \n",
       "28                0.0500  8.460434e+08   7.702186e+08  2012-01-31  0.198201  \n",
       "29                0.0142  5.081889e+09   5.059580e+09  2012-01-31  0.146559  \n",
       "...                  ...           ...            ...         ...       ...  \n",
       "2288              0.1800  4.807351e+09   4.591748e+09  2012-11-30  0.246801  \n",
       "2289              0.1000  9.909288e+08   1.012814e+09  2012-11-30  0.147055  \n",
       "2290              0.5237  2.003511e+10   1.091727e+10  2012-11-30  0.080191  \n",
       "2291              0.2611  3.586083e+09   2.121595e+09  2012-11-30  0.272618  \n",
       "2292              0.5900  3.347880e+10   2.365943e+10  2012-11-30  0.073009  \n",
       "2293              1.0000  6.807475e+09   3.173200e+09  2012-11-30  0.210510  \n",
       "2294              0.0300  1.211764e+09   1.232360e+09  2012-11-30  0.129568  \n",
       "2295              0.1700  5.833988e+09   3.951208e+09  2012-11-30  0.048972  \n",
       "2296              0.0050  3.497481e+08   3.150987e+08  2012-11-30  0.137212  \n",
       "2297              0.4300  3.910035e+10   3.654896e+10  2012-11-30  0.163839  \n",
       "2298              0.0600  7.246929e+09   7.032199e+09  2012-11-30  0.200827  \n",
       "2299              1.6300  6.352200e+10   2.854800e+10  2012-11-30  0.318326  \n",
       "2300              1.1900  2.036172e+10   7.688770e+09  2012-11-30  0.291664  \n",
       "2301              0.2485  2.699640e+09   2.309055e+09  2012-11-30  0.224379  \n",
       "2302              0.1900  1.926169e+09   1.303996e+09  2012-11-30  0.340613  \n",
       "2303              0.1100  9.885376e+08   7.196078e+08  2012-11-30  0.247664  \n",
       "2304              0.2200  4.877658e+09   4.366540e+09  2012-11-30  0.174182  \n",
       "2305              0.3600  3.939264e+11   3.759061e+11  2012-11-30  0.249991  \n",
       "2306              0.3001  8.830155e+10   8.470008e+10  2012-11-30  0.201239  \n",
       "2307              0.2400  4.512502e+09   2.796546e+09  2012-11-30  0.291177  \n",
       "2308              0.1577  2.164358e+10   2.095985e+10  2012-11-30  0.086619  \n",
       "2309              0.2800  2.841977e+09   1.682115e+09  2012-11-30  0.382359  \n",
       "2310              0.4700  4.437800e+10   1.909800e+10  2012-11-30  0.182187  \n",
       "2311              0.0169  2.217780e+09   2.194909e+09  2012-11-30  0.098703  \n",
       "2312              0.9100  7.766650e+09   6.564619e+09  2012-11-30  0.145974  \n",
       "2313              0.8849  1.148170e+10   1.041419e+10  2012-11-30  0.060727  \n",
       "2314              0.0900  1.731713e+09   1.089783e+09  2012-11-30  0.179148  \n",
       "2315              0.2200  1.789082e+10   1.749295e+10  2012-11-30  0.137134  \n",
       "2316              0.1210  6.465392e+09   6.009007e+09  2012-11-30  0.149167  \n",
       "2317              0.2470  4.509872e+10   4.132842e+10  2012-11-30  0.183629  \n",
       "\n",
       "[2318 rows x 12 columns]"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(2318, 12)"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([['000001.XSHE', 5.9572, 1.1818, ..., 10882540000.0, '2012-01-31',\n",
       "        0.027657228229937388],\n",
       "       ['000002.XSHE', 7.0289, 1.588, ..., 23783476901.2, '2012-01-31',\n",
       "        0.08235182370820669],\n",
       "       ['000008.XSHE', -262.7461, 7.0003, ..., 12030080.04, '2012-01-31',\n",
       "        0.09978900335112327],\n",
       "       ...,\n",
       "       ['601933.XSHG', 39.5523, 4.0052, ..., 17492947842.4, '2012-11-30',\n",
       "        0.13713351244013566],\n",
       "       ['601958.XSHG', 52.5408, 2.4646, ..., 6009007284.28, '2012-11-30',\n",
       "        0.14916660805963852],\n",
       "       ['601989.XSHG', 14.2203, 1.4103, ..., 41328421233.9, '2012-11-30',\n",
       "        0.1836292767431788]], dtype=object)"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.values"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Int64Index([   0,    1,    2,    3,    4,    5,    6,    7,    8,    9,\n",
       "            ...\n",
       "            2308, 2309, 2310, 2311, 2312, 2313, 2314, 2315, 2316, 2317],\n",
       "           dtype='int64', length=2318)"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['index', 'pe_ratio', 'pb_ratio', 'market_cap',\n",
       "       'return_on_asset_net_profit', 'du_return_on_equity', 'ev',\n",
       "       'earnings_per_share', 'revenue', 'total_expense', 'date', 'return'],\n",
       "      dtype='object')"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.columns"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
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  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
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   "file_extension": ".py",
   "mimetype": "text/x-python",
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   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
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